Session 4 : Model Governance and Key Risk Indicators of Model Performance
Presentation Type
Oral
Student
No
Abstract
This presentation will focus first on providing an overview of Channel and the Risk, Analytics, & Data Strategy team that performed this case study. We will start by sharing Channel’s process for model development & validation as well as how the business ultimately approves the use of these models through our Risk Committee framework. Then, we’ll showcase the development of our key risk indicators and provide some context around how Channel defined our risk appetite as it relates to model performance. Finally, we will share how we defined ranges of acceptable values for the key risk indicators, and thresholds that would trigger action. We’ll finish up by sharing the output from our most recent quarterly update meeting and how we interpret the results.
Start Date
2-7-2025 11:00 AM
End Date
2-7-2025 12:00 PM
Session 4 : Model Governance and Key Risk Indicators of Model Performance
Jacks' Place (Room 050)
This presentation will focus first on providing an overview of Channel and the Risk, Analytics, & Data Strategy team that performed this case study. We will start by sharing Channel’s process for model development & validation as well as how the business ultimately approves the use of these models through our Risk Committee framework. Then, we’ll showcase the development of our key risk indicators and provide some context around how Channel defined our risk appetite as it relates to model performance. Finally, we will share how we defined ranges of acceptable values for the key risk indicators, and thresholds that would trigger action. We’ll finish up by sharing the output from our most recent quarterly update meeting and how we interpret the results.